Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu

Han Hong

Journal of Nonparametric Statistics, 2010, vol. 22, issue 4, 405-408

Abstract: This is a very interesting paper that develops nonparametric identification results and and semiparametric estimators for a nonparametric and semiparametric nonclassical measurement error model using a combination of a primary data set and an auxiliary data set. Their estimator not only achieves the semiparametric efficiency bound when the conditional regression model is correctly specified parametrically, but also performs well in finite sample simulation designs. In their paper, an application of their method to studying the relation between the amount of beta-carotene from food and the latent true daily long-term intake of beta-carotene using two data sets from the Eating at America's Table Study (EATS) and the Observing Protein and Energy Nutrition study shows that ignoring measurement errors in the EATS data set leads to substantial attenuation bias in the regression coefficient.

Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/10485250903329542 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:22:y:2010:i:4:p:405-408

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485250903329542

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().